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I deployed this particular strategy portfolio at the beginning of March and the results are lining up almost exact to the backtest, accept for a couple of entries being off by a tick (sometimes in my favor, sometimes not).

My Risk component is configured so that I will never have more than 4 positions concurrently and at the time of the trades the max risk per trade was 2% (I have since lowered it to 1.75%). So when I had 4 concurrent positions in mid march my max account risk was 8% (there were stops on all of...

March was epic with an Account gain of 28.49% for the month!

Man...that dude is amped up!!

You can't out Trump Trump...nor can any of the Dem contenders. Don't waste your time trying.

Interesting work! What advantages do you feel you have with your current configuration vs just using NinjaTrader or MetaTrader?

Well....I was in diapers when I moved from NYC to Florida....so not exactly.

Move to Florida, launch your own fund and live like a king!

Thanks for the post SteveH. You are correct that I do love to code. The reality is for at least the next few years, I have to code in some capacity to feed my family. I could get a day job and work on problems I am not entirely interested in or continue developing my technology, licensing it...

The equity curve is misleading because the backtest increases position sizes as the account grows and in the simulation the trade sizes would never happen in the real world. In other words the strategies would quit performing because of capacity issues way before the top of the equity curve. I...

I heard that portion of the rally on the radio as I was driving home last night. It was actually hilarious!

Good points. I think I am going to start with a yearly subscription model instead of a perpetual licensing model. I would rather have fewer higher dollar customers and have more time to develop the tech for my own trading which is primarily what I built the product for.

What I have is not ground breaking technology, though I think it is tuned rather nicely for algorithmic trading. I worked for an SDK company for thirteen years and the decision for our potential customers was buy vs build. The trick is to have your price point attractive enough for the...

Well, the hedge fund I spoke with yesterday who has over 50 billion under management is potentially willing to license IP via backtest results alone. We are talking about two things here. One is research automation, which my product offers, and two, strategies I am currently trading generated...

I 100% agree with this statement. See my journal here to see me "eating my own dog food" with my live trading account. https://www.elitetrader.com/et/threads/adventures-in-automation.329052/

1. Different levels of success at different time intervals 2. In software engineering, yes. In Quant finance, no 3. No 4. "Student" would have to know how to write code

I like the way you think!!

Just got off of the phone with the rep. Basically, they are interested in acquiring IP. From their point of view it makes sense as they have so much money to deploy (Tens of billions) that they are looking for new angles. Obviously I am not going to be rushing to hand over the IP I am...

Based on what I have been told thus far that does not appear to be the setup. That being said, I share your skepticism. I should know more in less than an hour.

What you describe makes sense but I could easily see what the OP described spiraling out of control as I am picturing a huge if/else tree containing conditional logic pertaining to only certain groups of symbols. Obviously I don't know all of the details of what you described above, but I...